Confidence bands for hazard rates under random censorship

Ming Yen Cheng*, Peter Hall, Dongsheng Tu

*Corresponding author for this work

    Research output: Contribution to journalArticlepeer-review

    18 Citations (Scopus)


    We suggest a completely empirical approach to the construction of confidence bands for hazard functions, based on smoothing the Nelsen-Aalen estimator. In particular, we introduce a local bandwidth-choice method. Our approach uses empirical information about both the survival rate and the censoring rate, and employs undersmoothing to alleviate difficulties caused by bias. We use both Edgeworth expansion and numerical simulation, the former to develop a basic formula and the latter to modify it for general use.

    Original languageEnglish
    Pages (from-to)357-366
    Number of pages10
    Issue number2
    Publication statusPublished - Jun 2006


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